Partial Dierential Equations

Module 11: Solution of PDEs using Fourier

transforms - II


Dr.rer.nat. Narni Nageswara Rao

1 The Dirichlet problem for the upper half

plane
Consider the following problem
uxx + uyy = 0; 1 < x < 1; y > 0; (1)
u(x; 0) = f (x); 1 < x < 1; (2)
with the conditions that u is bounded as y ! 1; u and ux vanish as jxj ! 1:
Observe that this is a Dirichlet problem for the upper half plane.
Suppose ub(!; y) is the Fourier transform of u(x; y) in the variable x: Then
by applying the Fourier transform to (1), it becomes
ubyy ! ub = 0;
2

whose solution is of the form

ub = A(!)e!y + B (!)e !y :
Since we require that u be bounded as y ! 1; ub(!; y) must also be bounded
as y ! 1:
Hence for ! > 0; A(!) = 0 and for ! < 0; B (!) = 0: Therefore
ub(!; y) = ub(!; 0)e j!jy ;
ub(!; 0) = Ffu(x; 0)g = Fff (x)g = F (!):
) ub(!; y) = F (!)e j!jy :
 nnrao maths@yahoo.co.in

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We have y
F fe 1 j!jy g =
(y + x2 )
2
:
Therefore by Convolution theorem
 
y
u(x; y) = f (x)  ;
(x2 + y2 )
Z 1  
y
= f ( )
(y2 + (x  )2 )
d;
1
Z
y 1 f ( )
) u(x; y) = d: (3)
 1 y + (x  )2
2

Example

Find the solution of the two-dimensional Laplace equation

@ 2u @ 2u
+
@x2 @y2
= 0; y > 0
p
with @u
@x and u ! 0 as x + y ! 1 2 2


u(x; 0) = 1 jxj  1
0 jxj > 1
Use Fourier transforms in x.
Solution: Let Z 1
ub(x; y) = u(x; y)e i!x dx
1
then
  Z 1 @2
@ 2u
F @y2
= @y
u(x; y)e i!x dx
1Z 2

d2 1
= dy u(x; y)e i!x dx
12

d 2
= dy ub(!; y)
2

  Z 1 @2
@ 2u
F @x2
= @x
u(x; y)e i!x dx
1 2

by integration by parts
= ! ub(!; y)
2

2
we have used the boundary condition that both u(x; y) and its x derivative
decay to zero as x ! 1. Hence if we take the Fourier Transform of the
Laplace equation in the question.
Z 1  @ 2u
@ 2u

+ e i!x dx =0
1 @x2 @y 2
or
d2
ub(!; y) !2 ub(!; y) = 0
dy2
ub(!; y) = A(!)e !y + B (!)e!y
As ub ! 0 for large y, the (allowable) solution of the dierential equation is
ub(!; y) = A(!)e j!jy
Now we can apply the condition on y = 0 to nd A(!)
Z 1
ub(!; 0) = u(x; 0)e i!x dx
1
Z 1
= e i!x dx
1

ei!
= 2 sin
e i! !
= i! !
) A(!) =
2 sin !
!

) ub(!; y) =
2 sin ! e j!jy
!
= F (!)G(!)
= Fff (x; y)  g(x; y)g
By convolution theorem for x
ub(!; y) = Fff (x; y)  g(x; y)g
F (! ) =
2 sin !
! Z 1
f (t) = F fF (!)g =
1 1 2 sin ! ei!xd!
2 1 !
= 1 jxj < 1

3
 g(t) =
1 Z 1 e !y ei!xd!
2 1
= 1 Z 1 e ! y ix d! + 1 Z e! y ix d!
( )
0
( + )
2 ( 0 2 1 )
1 e ! y ix 1 + e! y ix 
 (
) ( + ) 0

= 2 (y ix)  (y + ix)  1 0
 
= 1 1 + 1
2 y ix y + ix
= (y y+ x )
2 2
Z
) f g = y
1 d 1



(x   ) +y
1
2 2
 
1
f  g = y tan
x 1
+ tan
1 1 x+1
 y y
We know that
ub(!; y) = Fff (x; y)  g(x; y)g
) u(x; y) = f (x;y)  g(x;y)   
= 1 y tan 1 x y 1 + tan 1 x+1
y

2 The Neumann problem for the upper half

plane
Consider the following problem
uxx + uyy = 0; 1 < x < 1; y > 0 (4)
uy (x; 0) = g(x); 1 < x < 1; (5)
with the conditions that u is bounded as y ! 1; u and ux vanish as jxj ! 1
and Z 1
g(x)dx = 0;
1
which is the necessary condition for the solution to exist. We now nd the
solution to this problem by introducing a new variable v(x; y) as v(x; y) =
uy (x; y): Then Z y
u = v(x; )d:
a

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The problem when reformulated in terms of v is stated as follows
@
r v(x; y) = r uy = @y
2
(r u) = 0;
2 2

v(x; 0) = uy (x; 0) = g(x):

Therefore, from Equation (3), we get
Z 1
y g( )
v(x; y) = d:
 1 ( x)2 + y 2
Hence
Z y Z 1
u(x; y) =
1 
g ( )
 a 1 (  x) +  dd;
2 2
Z 1
1
= 2 g( ) log
( x) + y d: 2 2

1 ( x) + a 2 2

3 Appendix: Applications
3.1 Water waves: Basic equations

Water waves are perhaps the most easily observed oscillatory phenomenon
in nature. In the present section we outline the basic equations to be solved
and discuss some example problems that are amenable to analysis via Fourier
transform.

3.2 Equations of motion

We will brie y sketch those equations of hydrodynamics that are appropriate

to the theory of water waves. The basic assumption is that water is an
incompressible, nonviscous uid that may be regarded as a continuum. We
denote its density by , and its velocity at a point r and time t by v(r; t).
Then a small element of the uid is acted upon by two distinct forces; the
pressure acting across the boundary of the element, and external forces such
as gravity (generally called body forces). Denoting the pressure by p and the
body force by F, Newton's second law gives the equation of motion
Dv

Dt
=F rp;
where the operator DtD is the time rate of change for the uid element which
is moving at velocity v.

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 In a stationary coordinate system, assuming that the body forces are
simply gravitational, the equation of motion becomes
@v

@t
+ (v
r)v + r = g; (6)
where g is a constant vector, the acceleration due to gravity. One consequence
is that if r v = 0 at one instant of time, then it is true for all time. We will
therefore make this assumption (irrotational ow) and introduce a velocity
potential  from which v is obtained by
v = r: (7)

3.3 Conservation laws

There is a fundamental conservation law of hydrodynamics that expresses

the fact that uid is neither created nor destroyed during its motion. For
uid of arbitrary density (r; t), it is
@
@t
+ r
(v) = 0:
In the present case,  is a constant, and after substituting from (7) we get
r  = 0;
2
(8)
so that the velocity potential is a harmonic function as a consequence of con-
servation of mass.
Another important equation follows by substituting (7) into (6). This
gives
r @ + 1 r(v ) + r p g = 0;
2
@t 2 
and on introducing the z -axis as the upward vertical direction, g = grz ;
we may integrate along any path in space (provided it is within the uid) to
obtain Bernnoulli's equation
@ 1 p
+
@t 2
v +
2

+ gz = A(t);
where A(t) is an arbitrary constant of the integration.

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3.4 Boundary conditions

We may assume that the water has a boundary surface S , with the property
that any point on the surface remains on the surface. At a xed boundary,
such as the bottom of the sea, the normal velocity must be zero, so that the
velocity potential has to satisfy the condition
@
@n
= 0:
At a free surface, the conditions are more complicated. Since we want to
specify the pressure and let this determine where the surface is. If we assume
that the equation of the surface is z = (x; y; t); then by dierentiation with
respect to t we have
@ @ @ @ @ @
+
@x @x @y @y
+ = 0:
@z @t
(9)
A second boundary condition follows from Bernoulli's equation; using the
fact that the pressure is equal to a prescribed function p on S we have
0

@ 1 p
+
@t 2
jr j + + g = A(t); z = 
2

0
(10)
These boundary conditions are both nonlinear, and, in addition, must be
used to determine . Hence the general equations that govern the theory
of water waves, even in this simple model, are extremely complicated and
intractable to simple analytic methods.

3.5 Small-Amplitude waves

We shall suppose that the elevation of the free surface  and the pressure p
are small perturbations from equilibrium values  = 0 and p = p ; also, that
0
the velocity of the ow is small. Then we may linearize (9) and (10), which
gives the simple conditions (p = p + p)
0

@ p
g + + = 0; (11)
@t 
@ @
@t @z
= 0; (12)
on the free surface z = 0: Now we may eliminate  completely, to get a
boundary condition on , namely,
@ 2
@ 1 @
@t
+ g + (p) = 0:
@z  @t
(13)

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after which the free surface elevation  may be obtained from (11). Apart
from simplied form of these boundary conditions, we have the additional
fact that the region in which  must be determined, and the boundary at
which (11) and (12) must apply, is xed by the equilibrium solution.

3.6 Waves generated by a surface displacement

We consider rst waves on water of innite depth that are generated by an

intial displacement of the surface elevation, the pressure at the surface being
a given constant. In this section we consider our analysis to waves in two
dimenstions, that is, solutions of the relevent equations that are independent
of y. For such functions, the Fourier transform (with respect to x) of (8) is
d2
dz 2
(!; z; t) !2(!; z; t) = 0;
and the solution for real ! which is bounded as z ! 1 is
(!; z; t) = A(!; t)ej!jz : (14)
Now the boundary condition (13) with p = 0 gives for A(!; t) the dierential
equation
@A 2

@t
+ gj!jA = 0;
2
(15)
with the solution
p  p 
A(!; t) = B (!) sin t j!jg + C (!) cos t j!jg :
Suppose that the water is initially at rest, with surface elevation given by
(x; 0) =  (x): The condition (x; z; 0) = 0 gives C (!) = 0; on denoting the
0
transform of (x; t) by H (!; t); (11) gives
p
g H 0 (! ) + j!jgB (!) = 0:
Thus, (!; z; t) and H (!; t) are uniquely determined. Explicitly,
 1
(!; z; t) = H (!) j!j sin (tp!g) ej!jz ;
2
0
g
(16)
p
H (!; t) = H (!) cos (t !g) : (17)
0

The expressions for the velocity potential  and the surface elevation  follow
immediately. The integrals for these expressions are intractable even for
simple forms of H (!); nevertheless, they yield useful information, either
0
through numerical studies or asymptotic analysis.
8
3.7 An asymptotic form

We examine in some details the asymptotic form of the solution if we write


0 (x) = a;
1
jxj < a;
0; jxj > a:
2

Then the expression for (x; 0; t) which we obtain from inverting (16), is
pg Z 1 sin !a p p d!
(x; 0; t) = fsin (!x + t !g) sin (!x t !g)g p :
2 0 !a !
An important feature of this last expression is that it is unchanged if we
replace x by jxj; physically this must be so since the intial displacement  (x) 0
was symmetrical about x = 0 and hence the disturbance must propagate in
both directions symmetrically. We now make the substitutions
r
p t
!jxj 
2 jxj = ;
g

r
t g
2 jxj = ;
after which the expression for  becomes
8 n  o
1
  1 <Z
2 1 sin a (
jxj  )2
(x; 0; t) = sin(  2 )d
g
  2
 jxj : 
jxj (
a ) 2

n  o 9
Z 1 sin jxaj ( +  )2 =
  sin( 2
 2 )d
jxj ( +  )
 a 2 ;

We now make some approximations. First, we note that the major contribu-
tion to each integral comes from the regions jj  j j; so that if jxaj  1; we
may write
Z   1
(x; 0; t) '
2 g 2
sin


  d; jxj  a: 2 2
 jxj 0

The corresponding approximation to (x; t) is readily found to be

(x; t) =
1 @(x; 0; t)
g @t
1 Z 
t

' g2
cos  2
 2 d; jxj  a:
jxj 2
3
0

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It is of interest to investigate these integrals for large : The two integrals
are the real and imaginary parts of
Z  Z 
ei(  ) d
2 2
= e i 2 + i4 e s2 ds
0
p 0
 
= 2 e i2 i4 erf e i4 :
+

For large ; the error function tends to unity, so that we have approximation
1  
tg 2 gt
2

(x; t) ' cos t2  jxj  a:
2jxj 32 4jxj 4 ; g

It is interesting to discuss the character of the motion furnished by this

solution. Neglecting the slow decrease of amplitude of the cosine function,
the crests of the waves are given by the condition
 
gt
2
1
4jxj = 2n + 4 ;
hence, they move at an increasing velocity as time progresses. Another fea-
ture is that the distance between the successive crests increases with time.
Hence, the waves furthest away from the initial disturbance move more
rapidly and become longer as the pattern is drawn out. Simultaneously new
waves of shorter wave length continually appear and also propogate outward.
These conclusions remain unchanged if we consider the three dimensional
case; furthermore, they may easily be observed by throwing a small stone
into a calm pond.

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